Statistical inference on the drift parameter in fractional Brownian motion with a deterministic drift

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Publication:2980146

DOI10.1080/03610926.2015.1006784zbMath1360.60082OpenAlexW2530765005MaRDI QIDQ2980146

David Stibůrek

Publication date: 27 April 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2015.1006784




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